CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2623 |
1.2640 |
0.0017 |
0.1% |
1.2626 |
| High |
1.2644 |
1.2714 |
0.0070 |
0.6% |
1.2700 |
| Low |
1.2604 |
1.2613 |
0.0009 |
0.1% |
1.2537 |
| Close |
1.2633 |
1.2662 |
0.0029 |
0.2% |
1.2609 |
| Range |
0.0040 |
0.0101 |
0.0061 |
152.5% |
0.0163 |
| ATR |
0.0080 |
0.0082 |
0.0001 |
1.8% |
0.0000 |
| Volume |
63,774 |
147,398 |
83,624 |
131.1% |
438,984 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2966 |
1.2915 |
1.2718 |
|
| R3 |
1.2865 |
1.2814 |
1.2690 |
|
| R2 |
1.2764 |
1.2764 |
1.2681 |
|
| R1 |
1.2713 |
1.2713 |
1.2671 |
1.2739 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2676 |
| S1 |
1.2612 |
1.2612 |
1.2653 |
1.2638 |
| S2 |
1.2562 |
1.2562 |
1.2643 |
|
| S3 |
1.2461 |
1.2511 |
1.2634 |
|
| S4 |
1.2360 |
1.2410 |
1.2606 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3020 |
1.2699 |
|
| R3 |
1.2941 |
1.2857 |
1.2654 |
|
| R2 |
1.2778 |
1.2778 |
1.2639 |
|
| R1 |
1.2694 |
1.2694 |
1.2624 |
1.2655 |
| PP |
1.2615 |
1.2615 |
1.2615 |
1.2596 |
| S1 |
1.2531 |
1.2531 |
1.2594 |
1.2492 |
| S2 |
1.2452 |
1.2452 |
1.2579 |
|
| S3 |
1.2289 |
1.2368 |
1.2564 |
|
| S4 |
1.2126 |
1.2205 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2714 |
1.2542 |
0.0172 |
1.4% |
0.0074 |
0.6% |
70% |
True |
False |
102,423 |
| 10 |
1.2714 |
1.2537 |
0.0177 |
1.4% |
0.0073 |
0.6% |
71% |
True |
False |
92,885 |
| 20 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0082 |
0.6% |
55% |
False |
False |
102,307 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0085 |
0.7% |
45% |
False |
False |
94,637 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0088 |
0.7% |
47% |
False |
False |
77,947 |
| 80 |
1.2833 |
1.2105 |
0.0728 |
5.7% |
0.0087 |
0.7% |
77% |
False |
False |
58,519 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
78% |
False |
False |
46,830 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
78% |
False |
False |
39,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3143 |
|
2.618 |
1.2978 |
|
1.618 |
1.2877 |
|
1.000 |
1.2815 |
|
0.618 |
1.2776 |
|
HIGH |
1.2714 |
|
0.618 |
1.2675 |
|
0.500 |
1.2664 |
|
0.382 |
1.2652 |
|
LOW |
1.2613 |
|
0.618 |
1.2551 |
|
1.000 |
1.2512 |
|
1.618 |
1.2450 |
|
2.618 |
1.2349 |
|
4.250 |
1.2184 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2664 |
1.2657 |
| PP |
1.2663 |
1.2652 |
| S1 |
1.2663 |
1.2648 |
|